I don't know! Sure you are right, but yesterday I learned from the trade of @mrkam that: - the correlation may be not important - for a correlated pair, we can have a small spread in the mirror, and a big spread in the normal chart. We can take to ...

Zeusjoes Market-Neutral Hedge Strategy

I see the oscillator bars in the other colour and the cross of the ranged pair lines. Because I traded live, I closed quickly the orders (I'm not a trader, and can't watch the screen all the time.) Maybe can @mrkam better explain. My english is very ...

Zeusjoes Market-Neutral Hedge Strategy

I closed the trade. Win = 31 Pips - 10 spread = 21 pips. Mataf correlations: Daily = 94.9, H1 = 21.5 .

Zeusjoes Market-Neutral Hedge Strategy

For today I traded the nice spread at 11:53, and to this time we have the "Mataf pair correlations": 94.9 daily and 33.7 hourly. Is to check on trade closing which values we have.

Zeusjoes Market-Neutral Hedge Strategy

In post url you find a few things about a hedging idea. In post url are few correlation indicators from me. If we need this, I can adapt this indicators for the NeutralHedge, and you can make suggestions.

Zeusjoes Market-Neutral Hedge Strategy

Is this the indicator v3.1? (On questions, please post the chart) - On monday we have the samday two days ago... I checked with 2008.07.05 (samday) and 2008.07.06 (sunday), and I become also the error message. - The original Overlay indicator, and ...

Zeusjoes Market-Neutral Hedge Strategy

Indicators update version ..3 — I removed from the script the "default" correlations of the pairs, and now we can check @mrkam results... Instead of the term "mirroring" now I use the term "correlation", because it is better to understand. ...

Zeusjoes Market-Neutral Hedge Strategy

asta fac acum...

Zeusjoes Market-Neutral Hedge Strategy

Sure! In the tables we can see many unsynchronalities, and here are many energie for your BBP sytem (Big-Bang-Pendulum). Matter of course, you must also define criterions for ranking the combinations. Don't forget to take in consideration a ...

Zeusjoes Market-Neutral Hedge Strategy

Thanks. Yes and no. Maybe have you ideas how to use the relation of correlations on multiple time frames. Then can I write a RelationCorrelation oscillator. In the next step can I write a Dashboard for the analysis of the pairs, with signals, ...

Zeusjoes Market-Neutral Hedge Strategy

@mrkam, just a question: in your overlay chart, is the Mirroring true or false? I think we haven't the same parameter.

Zeusjoes Market-Neutral Hedge Strategy

TriggerDelta 100? Other indicators, other trade directions, other results... We'll see! .

Zeusjoes Market-Neutral Hedge Strategy

With the oscillators or overlays is easy to explain the past, and the theory is OK, but we are trading live... I taked as example the chart from post #63. You can see that a back analysis at 05:30 show us for 01:45 a spread = 21. Hurrah, we trade ...

Zeusjoes Market-Neutral Hedge Strategy

Yes, and now I'm waiting that also other guys do the same with further analysis! I must admit that it is not easy! This is one possibilty. The other is to exit if one is in the profit and the threshold value is reached. For such analyses I calculate ...

Zeusjoes Market-Neutral Hedge Strategy

The next indicator generation... — The last version for the NeutralHedge indicators: - The threshold is calculated as middle of the HedgeRanges + Factor * StdDev. The indicators takes as default value Factor_Threshold=0.0, and you can test ...

Zeusjoes Market-Neutral Hedge Strategy

Which pairs?

Zeusjoes Market-Neutral Hedge Strategy

Only one idea for the analysis of entrys: Take the trades if 1. Setup HedgeRange > Threshold 2. Confirmation Parabolic condition or LWMA Close(5) cross the LWMA Open(8) condition If one look at the historical HedgeRatios (osc_v4), I believe that we ...

Zeusjoes Market-Neutral Hedge Strategy

Indicator update — A few small changes in the indicators. - If the main chart is GBPUSD or EURUSD, the appropriate SubSymbols EURUSD and USDCHF and the Mirroring parameter are set automatically. For other SubSymbols you must enter this ...

Zeusjoes Market-Neutral Hedge Strategy

New indicators — I think there are some minor calculation errors, but you can test the new indicators. I'm going (The old v3 indicator has also a small error in the calculation of the threshold). .

Zeusjoes Market-Neutral Hedge Strategy

Yes

Zeusjoes Market-Neutral Hedge Strategy